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ZKB Call Warrant auf
Mercedes-Benz Group AG

ISIN: CH1305139334 Security: 130513933 Symbol: MBGNZZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 15.05.2024 11:02:25

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 15.05.24 11:02 15.05.24 11:02

Current data

Last price paid 0.09
Change +12.50% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -56.82%
Year to date (YTD) n.a.
1 month -68.97%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue71.49
Premium0.03%
Premium p.a.0.28%
Leverage18.32
Implied volatility0.20

Reference data

ISIN CH1305139334
Symbol MBGNZZ
Security 130513933
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Mercedes-Benz Grp.N, DE0007100000
Underlying ISIN DE0007100000
Strike 70.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.02.2024

Key figures

Premium 3.32%
Premium p.a. 27.50%
Leverage 35.92
Implied volatility 20.34%
Moneyness out-of-the-money
Leverage 18.3235
Delta 0.5101
Gamma 0.0041
Theta -0.0013
Rho 0.0020
Vega 0.0047
Fair value 0.10
Intrinsic value n.a.
Break-even 71.94
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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